def __init__(self, PARTS=10):
self.dLocation = '/home'
loc = ''
if os.path.exists(os.getcwd() + '/Locale/desF'):
f = open(os.getcwd() + '/Locale/desF', 'r')
loc = f.read()
f.close()
if len(loc) > 0:
if os.path.exists(loc):
self.dLocation = loc
self.PARTS = PARTS
self.fileName = '____'
self.obj = DownloadWindow(self.PARTS)
self.clear()
def __init__(self,PARTS=10) : self.dLocation = '/home' loc='' if os.path.exists(os.getcwd()+'/Locale/desF') : f=open(os.getcwd()+'/Locale/desF','r') loc=f.read() f.close() if len(loc) > 0: if os.path.exists(loc) : self.dLocation=loc self.PARTS=PARTS self.fileName='____' self.obj = DownloadWindow(self.PARTS) self.clear()
class Interface :
''' Store Download information start 'em '''
def __init__(self,PARTS=10) :
self.dLocation = '/home'
loc=''
if os.path.exists(os.getcwd()+'/Locale/desF') :
f=open(os.getcwd()+'/Locale/desF','r')
loc=f.read()
f.close()
if len(loc) > 0:
if os.path.exists(loc) :
self.dLocation=loc
self.PARTS=PARTS
self.fileName='____'
self.obj = DownloadWindow(self.PARTS)
self.clear()
def clear(self) :
''' reinitialize interface for another download '''
self.dt=''
self.tm=''
self.url=''
self.flag = 0 # Terminate,Fatal Error,Downloading,Show,Started,Inform Completion,Terminated,Hide
self.free=0
self.length = 0
self.downloaded = 0
self.timeLeft = ''
self.obj.Clear()
def getInfo(self) :
''' builds an Info() object out of download informations '''
obj=Info()
obj.url=self.url
obj.fileName=self.fileName
obj.date=self.dt
obj.time=self.tm
obj.length=self.length
return obj
def start_from_Part(self,wMutex,bit) :
''' When a download is resumed it is started from partial downloads '''
self.obj.PARTS=self.PARTS
try :
x=self.obj.getPartDownload(self.getInfo(),self,wMutex,bit)
if x==0 :
self.flag = self.flag | 0x0040
return
except :
self.flag = self.flag | 0x0040
return
self.obj.resize(700,225)
self.free=0
if x==2:
self.flag=self.flag | 0x0008
return
self.flag=self.flag | 0x0100
def start_Download(self,url,wMutex,bit=0) :
''' If a fresh download is started it starts from here '''
self.obj.PARTS=self.PARTS
self.url=url
self.dt = time.strftime("%a %d %b %Y",time.localtime())
self.tm = time.strftime("%H:%M:%S",time.localtime())
try :
self.fileName,self.length=self.obj.getDownload(str(url),self,wMutex,bit)
except urllib2.URLError as e :
self.flag = self.flag | 0x0040
except Exception :
self.flag = self.flag | 0x0040
return
self.obj.resize(700,225)
self.free=0
self.flag = self.flag | 0x0008
class Interface:
''' Store Download information start 'em '''
def __init__(self, PARTS=10):
self.dLocation = '/home'
loc = ''
if os.path.exists(os.getcwd() + '/Locale/desF'):
f = open(os.getcwd() + '/Locale/desF', 'r')
loc = f.read()
f.close()
if len(loc) > 0:
if os.path.exists(loc):
self.dLocation = loc
self.PARTS = PARTS
self.fileName = '____'
self.obj = DownloadWindow(self.PARTS)
self.clear()
def clear(self):
''' reinitialize interface for another download '''
self.dt = ''
self.tm = ''
self.url = ''
self.flag = 0 # Terminate,Fatal Error,Downloading,Show,Started,Inform Completion,Terminated,Hide
self.free = 0
self.length = 0
self.downloaded = 0
self.timeLeft = ''
self.obj.Clear()
def getInfo(self):
''' builds an Info() object out of download informations '''
obj = Info()
obj.url = self.url
obj.fileName = self.fileName
obj.date = self.dt
obj.time = self.tm
obj.length = self.length
return obj
def start_from_Part(self, wMutex, bit):
''' When a download is resumed it is started from partial downloads '''
self.obj.PARTS = self.PARTS
try:
x = self.obj.getPartDownload(self.getInfo(), self, wMutex, bit)
if x == 0:
self.flag = self.flag | 0x0040
return
except:
self.flag = self.flag | 0x0040
return
self.obj.resize(700, 225)
self.free = 0
if x == 2:
self.flag = self.flag | 0x0008
return
self.flag = self.flag | 0x0100
def start_Download(self, url, wMutex, bit=0):
''' If a fresh download is started it starts from here '''
self.obj.PARTS = self.PARTS
self.url = url
self.dt = time.strftime("%a %d %b %Y", time.localtime())
self.tm = time.strftime("%H:%M:%S", time.localtime())
try:
self.fileName, self.length = self.obj.getDownload(
str(url), self, wMutex, bit)
except urllib2.URLError as e:
self.flag = self.flag | 0x0040
except Exception:
self.flag = self.flag | 0x0040
return
self.obj.resize(700, 225)
self.free = 0
self.flag = self.flag | 0x0008
class MainWindow(QMainWindow):
def __init__(self):
super().__init__()
#MainWindow初始化
self.newWindows = []
self.setWindowTitle("股票回测")
self.setGeometry(400, 100, 1150, 850)
self.setMinimumSize(1150, 850)
#设置MainWindow的CentralWidget的UI
self.ui = Ui_MainCentralWidget()
central = QWidget()
self.ui.setupUi(central)
self.setCentralWidget(central)
#菜单栏设置
menubar = QMenuBar()
self.setMenuBar(menubar)
# 各菜单功能设置
menu1 = menubar.addMenu("文件(&F)")
self.close_action = menu1.addAction("退出(&Q)")
menu2 = menubar.addMenu("下载(&D)")
self.download_action = menu2.addAction("数据下载(&D)")
self.download_action.setShortcut(QKeySequence(Qt.CTRL + Qt.Key_D))
self.update_action = menu2.addAction("数据更新(&U)")
self.update_action.setShortcut(QKeySequence(Qt.CTRL + Qt.Key_U))
menu3 = QMenu('帮助(&H)')
menubar.addMenu(menu3)
self.instruction_action = QAction('使用说明(&H)')
self.instruction_action.setShortcut(
QKeySequence(Qt.CTRL + Qt.Key_Question))
menu3.addAction(self.instruction_action)
menu3.addSeparator()
self.strategydescription_action = menu3.addAction("策略说明")
#回测线程
self.backtraderThread = backtraderThread()
self.backtraderThread.backtrader_end.connect(self.showResult)
self.backtraderThread.showError.connect(self.showError)
#更新数据线程
self.updateCsvThread = updateCsvThread()
self.updateCsvThread.update_end.connect(self.updateEnd)
#连接Signal与Slot
self.ui.button.clicked.connect(self.handleCalc)
self.instruction_action.triggered.connect(self.openInstructionWindow)
self.download_action.triggered.connect(self.openDownloadWindow)
self.update_action.triggered.connect(self.updateCsv)
self.close_action.triggered.connect(self.close)
self.strategydescription_action.triggered.connect(
self.openStrategyDescriptionWindow)
#Tab设置
QWidget.setTabOrder(self.ui.dataline, self.ui.strategyline)
QWidget.setTabOrder(self.ui.strategyline, self.ui.cashline)
QWidget.setTabOrder(self.ui.cashline, self.ui.commline)
def handleCalc(self):
#策略名
strategyname = self.ui.strategyline.text()
#初始资金
cash = self.ui.cashline.text()
if cash:
cash = float(cash)
else:
cash = 100
#手续费
commission = self.ui.commline.text()
if commission:
commission = float(commission)
else:
commission = 0.003
# 数据csv文件
fromdate = self.ui.datebegin.ui.line.text()
todate = self.ui.dateend.ui.line.text()
code = self.ui.dataline.text()[0:6]
datapath = './MyStrategy/datas/' + code + '.csv'
# 判断是否存在该股票数据
if os.path.exists(datapath):
# 回测线程参数设置
self.backtraderThread.setup(code, fromdate, todate, strategyname,
cash, commission)
# 回测过程中禁止再次回测
if not self.backtraderThread.isRunning():
# 状态栏显示
self.statusBar().showMessage('正在回测...')
self.statusBar().show()
# 线程开始
self.backtraderThread.start()
else:
QMessageBox.critical(self, '错误', '本地不存在此股票数据！')
# 展示回测结果
def showResult(self, params, strategyresult, cerebro, Strategyname, code):
# 关闭状态栏
self.statusBar().close()
# 回测时，策略使用多组参数
if strategyresult.__len__() > 1:
self.openResultWindow(params, strategyresult, cerebro,
Strategyname, code)
# 回测时，策略使用一组参数
elif strategyresult.__len__() == 1:
# 回测过后的，策略实体
strategy = strategyresult[0][1]
# 生成回测结果图
fig = cerebro.plotone(strategy, style='bar')
fig[0].suptitle(Strategyname + code)
# 回测日志
log = strategy.buysellLog \
+ "总收益率:%.2f%%\n"%(strategy.analyzers.returns.get_analysis()['rtot']*100)\
+ "日平均收益率:%.4f%%\n"%(strategy.analyzers.returns.get_analysis()['ravg']*100)\
+ "年平均收益率:%.2f%%"%(strategy.analyzers.returns.get_analysis()['rnorm']*100)
# 结果详情窗口实例化
detailsWindow = DetailsWindow(fig[0], log)
self.newWindows.append(detailsWindow)
self.newWindows[-1].show()
# 回测线程的异常处理函数
def showError(self, Error):
self.statusBar().close()
if Error == "KeyError":
QMessageBox.critical(self, '错误', '本地不存在此策略！')
elif Error == "ValueError":
QMessageBox.critical(self, '错误', '输入正确的日期格式！')
elif Error == "IndexError":
QMessageBox.critical(self, '错误', '回测日期过短！')
# 打开使用多组参数回测的结果窗口
def openResultWindow(self, params, strategyresult, cerebro, Strategyname,
code):
resultWindow = ResultWindow()
resultWindow.setFigure(params, strategyresult, cerebro, Strategyname,
code)
self.newWindows.append(resultWindow)
self.newWindows[-1].show()
# 打开说明窗口
def openInstructionWindow(self):
self.instructuonWindow = InstructionWindow()
self.instructuonWindow.show()
# 打开下载窗口
def openDownloadWindow(self):
self.downloadWindow = DownloadWindow()
self.downloadWindow.show()
self.downloadWindow.ui.pushButton.clicked.connect(self.download)
# 打开策略说明窗口
def openStrategyDescriptionWindow(self):
strategyList = list(BackTesting._STRATS.keys())
self.strategyDescriptionWindow = StrategyDescriptionWindow(
strategyList)
self.strategyDescriptionWindow.show()
# 更新已有股票数据
def updateCsv(self):
self.statusBar().showMessage('正在更新...')
self.statusBar().show()
if not self.updateCsvThread.isRunning():
self.updateCsvThread.start()
# 股票数据更新结束，调用
def updateEnd(self):
QMessageBox.information(self, '数据更新', '更新成功！')
self.statusBar().close()
self.updateCsvThread.terminate()
# 下载股票数据
def download(self):
code = self.downloadWindow.ui.inputLine.text()
filename = './MyStrategy/datas/' + code + '.csv'
if os.path.exists(filename):
QMessageBox.information(self.downloadWindow, '股票已存在',
'该股票代码已存在，无需下载！')
else:
result = FormatCsv.downloadcsv(code)
if not result:
QMessageBox.critical(self.downloadWindow, '错误',
'该股票代码输入错误或不存在！')
else:
QMessageBox.information(self.downloadWindow, '下载成功', '下载成功！')
# 刷新主窗口中的股票代码列表
dataList = []
with open('./MyStrategy/datas/codelist.csv', "r",
encoding="gbk") as f:
text = f.readlines()
for data in text:
code = data.rstrip()
dataList.append(code)
self.ui.datamodel.setStringList(dataList)
def openDownloadWindow(self):
self.downloadWindow = DownloadWindow()
self.downloadWindow.show()
self.downloadWindow.ui.pushButton.clicked.connect(self.download)
